 | 2009 |
|---|
| 13 |       | Chuan-Ju Wang,
Tian-Shyr Dai,
Yuh-Dauh Lyuu,
Yen-Chun Liu:
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process.
SAC 2009: 966-970 |
| 12 | | Tian-Shyr Dai,
Yuh-Dauh Lyuu:
Accurate and efficient lattice algorithms for American-style Asian options with range bounds.
Applied Mathematics and Computation 209(2): 238-253 (2009) |
| 2007 |
|---|
| 11 | | Tian-Shyr Dai,
Yuh-Dauh Lyuu:
An Efficient, and Fast Convergent Algorithm for Barrier Options.
AAIM 2007: 251-261 |
| 10 | | Tian-Shyr Dai,
Jr-Yan Wang,
Hui-Shan Wei:
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.
AAIM 2007: 262-272 |
| 9 | | Tian-Shyr Dai,
Yuh-Dauh Lyuu:
An exact subexponential-time lattice algorithm for Asian options.
Acta Inf. 44(1): 23-39 (2007) |
| 8 | | Li-min Liu,
Ching-Yu Huang,
Tian-Shyr Dai,
George Chang:
Enhanced SEA algorithm and fingerprint classification.
IJCAT 30(4): 295-302 (2007) |
| 2006 |
|---|
| 7 |  | Tian-Shyr Dai,
Yuh-Dauh Lyuu,
Li-min Liu:
Developing Efficient Option Pricing Algorithms by Combinatorial Techniques.
CSC 2006: 104-110 |
| 6 | | Li-min Liu,
Tian-Shyr Dai:
A Hybrid Fingerprint Enhancement Algorithm.
IPCV 2006: 35-40 |
| 5 | | Li-min Liu,
Tian-Shyr Dai:
Ridge Orientation Estimation and Verification Algorithm for Fingerprint Enhancement.
J. UCS 12(10): 1426-1438 (2006) |
| 2005 |
|---|
| 4 | | Tian-Shyr Dai,
Guan-Shieng Huang,
Yuh-Dauh Lyuu:
Pricing Asian Options with an Efficient Convergent Approximation Algorithm.
WSTST 2005: 1121-1130 |
| 3 | | Tian-Shyr Dai,
Yuh-Dauh Lyuu:
Pricing Double Barrier Options by Combinatorial Approaches.
WSTST 2005: 1131-1140 |
| 2 | | Tian-Shyr Dai,
Guan-Shieng Huang,
Yuh-Dauh Lyuu:
An efficient convergent lattice algorithm for European Asian options.
Applied Mathematics and Computation 169(2): 1458-1471 (2005) |
| 2004 |
|---|
| 1 | | Tian-Shyr Dai,
Yuh-Dauh Lyuu:
An exact subexponential-time lattice algorithm for Asian options.
SODA 2004: 710-717 |
